What is the difference between Nexus and JTAG?

Both represent debug port. Port wise Nexus is a super set of JTAG. Nexus port contains all the pins specified in JTAG port along with additional to auxiliary pins. Nexus also port is used for receiving for processor trace messages. Also Nexus ports have higher trace bandwidth than the JTAG.

Why modern day microcontroller have a JTAG port?

JTAG helps in debugging of embedded software for micro-controllers. Also it is IEEE standard and thus makes it easier to develop debugger tools. Jtag also eliminates the need for in-circuit emulators which are more costlier option. JTAG port can be used to push instruction into a micro controller when micro-controller is not able to fetch instruction from memory and thus aid testing and debugging. JTAG can also help in reading the state of internal registers even though micro-controller core is halted.

What is Jtag?

JTAG stands for Joint Test Action Group). It is boundary scan method of testing ICs and their interconnections. It uses a shift register built into the chip so that inputs could be shifted in and the resulting outputs could be shifted out. JTAG requires four I/O pins called clock(tclk), input data (tdi), output data(tdo), and state machine mode control(tms) and there are optional pins like tap reset (trst) etc. JTAG cells are also known as boundary scan cells. Boundary scan cells are small circuits placed just inside the I/O cells. The purpose is to enable data to/from the I/O through the boundary scan chain. The interface to these scan chains are called the TAP (Test Access Port), and the operation of the chains and the TAP are controlled by a JTAG controller inside the chip that implements JTAG.